//TODO: To replace by Set up already defined Ccy Pairs
public List <CurrencyPair> GetCurrencyPairs(SortedList <DateTime, Transaction> txList)
{
FXMarketHistory fxmh = new FXMarketHistory();
foreach (var item in txList)
{
fxmh.AddQuote(item.Value.Date, item.Value.XRate);
}
return(fxmh.CpList);
}
private bool ReadFXHistory(CurrencyPairTimeSeries cpts)
{
string pathLib = GetFXLibraryPath(cpts);
if (!File.Exists(pathLib))
{
cpts = cpts.GetCloneWithInverseCcyPair();
pathLib = GetFXLibraryPath(cpts);
}
if (!File.Exists(pathLib))
{
return(false);
}
if (ReadFiles.Contains(cpts.GetFullName()))
{
return(true);
}
ReadFiles.Add(cpts.GetFullName());
List <string[]> csv = StaticLibrary.LoadCsvFile(pathLib);
bool isHeaders = true;
string[] headers = null;
foreach (string[] array in csv)
{
if (isHeaders)
{
headers = array; isHeaders = false;
}
else
{
OHLC ohlc = DataLibraryStaticLibrary.ReadOHLCItems(array, headers);
Data.AddQuote(StaticLibrary.UnixTimeStampToDateTime(ohlc.Time), new XChangeRate((double)ohlc.Close, cpts.CurPair));
}
}
return(false);
}
/// <summary>
/// Auxiliary function in order to fill in the FX Market History (including the increasing Frequency feature)
/// </summary>
/// <param name="fxmh"></param>
/// <param name="cpts"></param>
/// <param name="startDate"></param>
private void FillFXMarketHistory(FXMarketHistory fxmh, CurrencyPairTimeSeries cpts, DateTime startDate)
{
List <Tuple <DateTime, double> > ts = GetTimeSeries(cpts, isIndex: false, startDate: startDate);
if (ts.Count > 0)
{
foreach (Tuple <DateTime, double> item in ts)
{
fxmh.AddQuote(item.Item1, new XChangeRate(item.Item2, cpts.CurPair));
}
}
DateTime firstDate = fxmh.GetFirstDate(cpts.CurPair);
if (firstDate > startDate)
{
CurrencyPairTimeSeries newCpts = (CurrencyPairTimeSeries)cpts.Clone();
newCpts.IncreaseFreq();
if (newCpts.Freq != Frequency.None)
{
FillFXMarketHistory(fxmh, newCpts, startDate);
}
}
}